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xcp ref implementation #2895

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merged 7 commits into from
Oct 22, 2024
Merged

xcp ref implementation #2895

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478255a
Added xcp ref implementation
DhanusML Sep 10, 2024
0293b6f
refactor and check for malloc fail
DhanusML Sep 13, 2024
9617b65
review changes
DhanusML Sep 23, 2024
988389d
Merge branch 'oneapi-src:main' into dhanus/xcp
DhanusML Sep 23, 2024
a7a74df
Merge branch 'oneapi-src:main' into dhanus/xcp
DhanusML Oct 9, 2024
4a60b17
Merge branch 'oneapi-src:main' into dhanus/xcp
DhanusML Oct 14, 2024
bd6aa89
Merge branch 'oneapi-src:main' into dhanus/xcp
DhanusML Oct 21, 2024
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101 changes: 101 additions & 0 deletions cpp/daal/src/externals/service_stat_ref.h
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Original file line number Diff line number Diff line change
Expand Up @@ -26,6 +26,7 @@
#define __SERVICE_STAT_REF_H__

#include "src/externals/service_memory.h"
#include "src/externals/service_blas_ref.h"

typedef void (*func_type)(DAAL_INT, DAAL_INT, DAAL_INT, void *);
extern "C"
Expand Down Expand Up @@ -174,6 +175,56 @@ struct RefStatistics<double, cpu>
__int64 method)
{
int errcode = 0;
daal::internal::ref::OpenBlas<double, cpu> blasInst;
double accWtOld = *nPreviousObservations;
double accWt = *nPreviousObservations + nVectors;
DAAL_INT one = 1;
char transa = 'N';
char transb = 'N';
double beta = 0.0;
double alpha;
if (accWtOld != 0)
{
double * sumOld = daal::services::internal::service_malloc<double, cpu>(nFeatures, sizeof(double));
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Suggested change
double * sumOld = daal::services::internal::service_malloc<double, cpu>(nFeatures, sizeof(double));
double* const sumOld = daal::services::internal::service_malloc<double, cpu>(nFeatures, sizeof(double));

DAAL_CHECK_MALLOC(sumOld);
for (DAAL_INT i = 0; i < nFeatures; ++i)
{
sumOld[i] = sum[i];
}
// S_old S_old^t/accWtOld
alpha = 1.0 / accWtOld;
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Any checks for overflow?

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Does onedal have some macros to check floating point overflow?

beta = 1.0;
blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &one, &alpha, sumOld, &nFeatures, sumOld, &one, &beta, crossProduct, &nFeatures);
daal::services::daal_free(sumOld);
}
for (DAAL_INT i = 0; i < nVectors; ++i)
{
for (DAAL_INT j = 0; j < nFeatures; ++j) // if accWtOld = 0, overwrite sum
{
if (accWtOld != 0)
{
sum[j] += data[i * nFeatures + j];
}
else
{
if (i == 0)
sum[j] = data[i * nFeatures + j]; //overwrite the current sum
else
sum[j] += data[i * nFeatures + j];
}
}
}

// -S S^t/accWt
alpha = -1.0 / accWt;
blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &one, &alpha, sum, &nFeatures, sum, &one, &beta, crossProduct, &nFeatures);

// X X^t
transb = 'T';
alpha = 1.0;
beta = 1.0;
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I would recommend not to use the same variables. It's confusing and also can be dangerous if someone will forgot to change them.

blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &nVectors, &alpha, data, &nFeatures, data, &nFeatures, &beta, crossProduct,
&nFeatures);
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Suggested change
transb = 'T';
alpha = 1.0;
beta = 1.0;
blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &nVectors, &alpha, data, &nFeatures, data, &nFeatures, &beta, crossProduct,
&nFeatures);
{
constexpr char transb = 'T';
constexpr double alpha = 1.0;
constexpr double beta = 1.0;
blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &nVectors, &alpha, data, &nFeatures, data, &nFeatures, &beta, crossProduct,
&nFeatures);
}


return errcode;
}
Expand Down Expand Up @@ -285,6 +336,56 @@ struct RefStatistics<float, cpu>
__int64 method)
{
int errcode = 0;
daal::internal::ref::OpenBlas<float, cpu> blasInst;
float accWtOld = *nPreviousObservations;
float accWt = *nPreviousObservations + nVectors;
DAAL_INT one = 1;
char transa = 'N';
char transb = 'N';
float beta = 0.0;
float alpha;
if (accWtOld != 0)
{
float * sumOld = daal::services::internal::service_malloc<float, cpu>(nFeatures, sizeof(float));
DAAL_CHECK_MALLOC(sumOld);
for (DAAL_INT i = 0; i < nFeatures; ++i)
{
sumOld[i] = sum[i];
}
// S_old S_old^t/accWtOld
alpha = 1.0 / accWtOld;
beta = 1.0;
blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &one, &alpha, sumOld, &nFeatures, sumOld, &one, &beta, crossProduct, &nFeatures);
daal::services::daal_free(sumOld);
}
for (DAAL_INT i = 0; i < nVectors; ++i)
{
for (DAAL_INT j = 0; j < nFeatures; ++j) // if accWtOld = 0, overwrite sum
{
if (accWtOld != 0)
{
sum[j] += data[i * nFeatures + j];
}
else
{
if (i == 0)
sum[j] = data[i * nFeatures + j]; //overwrite the current sum
else
sum[j] += data[i * nFeatures + j];
}
}
}

// -S S^t/accWt
alpha = -1.0 / accWt;
blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &one, &alpha, sum, &nFeatures, sum, &one, &beta, crossProduct, &nFeatures);

// X X^t
transb = 'T';
alpha = 1.0;
beta = 1.0;
blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &nVectors, &alpha, data, &nFeatures, data, &nFeatures, &beta, crossProduct,
&nFeatures);

return errcode;
}
Expand Down
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